+2,037.7%
QQQ vs MA
+15,793.6%
-13,755.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +0.4% | -2.7% | +3.1% | +1.5% |
| 30D | +0.2% | +1.5% | -1.3% | -0.5% |
| 3M | -2.8% | +20.4% | -23.2% | -10.7% |
| 6M | +18.0% | +11.1% | +6.9% | +11.8% |
| YTD | +17.3% | +2.0% | +15.4% | +15.0% |
| 1Y | +25.6% | -2.2% | +27.7% | +24.9% |
| 3Y | +93.7% | +41.9% | +51.8% | +63.6% |
| 5Y | +94.2% | +75.4% | +18.8% | +49.2% |
| 10Y | +557.9% | +527.5% | +30.3% | +206.8% |
| All | +2,037.7% | +15,793.6% | -13,755.9% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling